Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.693 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51714.99 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48515.93 Kr¶

PnL: ---------------------------------------> -571.64 Kr¶

DD now: ---------------------------------> -0.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:25:06.730989'

Anic Portfolio¶

This Week¶

Return: 8.688 %¶

Total¶

Return: 69.11 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.010000 809.600000 136.600000 20.300000 673.000000
Nordea Bank Abp 29 0.560000 3551.340000 97.340000 2.820000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
FM Mattsson Mora Group B 54 -4.570000 3267.000000 87.000000 2.740000 3180.000006
Fasadgruppen Group 38 1.090000 4210.400000 69.400000 1.680000 4140.999992
Swedbank A 3 1.950000 612.900000 48.900000 8.670000 564.000000
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.610000 389.800000 34.800000 9.800000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.810000 552.300000 24.300000 4.600000 527.999997
Securitas B 6 2.410000 585.840000 15.840000 2.780000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.490000 248.400000 2.400000 0.980000 246.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.830000 535.500000 -0.500000 -0.090000 536.000004
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Corem Property Group B 59 1.410000 571.710000 -5.290000 -0.920000 576.999999
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.610000 536.600000 -37.400000 -6.520000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -2.340000 2932.200000 -151.800000 -4.920000 3083.999994
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48457.450000 -630.120000 -0.55419% 49087.564636

Updated:¶

'2023-02-01 14:18:03.594625'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶